2014-01-31 |
MARKET DATA |
No 21 (2303) |
MARKET SUMMARY |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
4 952,50 |
5 138,31 |
362 |
1 740,00 |
1 755,31 |
14 |
6 692,50 |
6 893,62 |
376 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0414 |
PL0000105433 |
100,67 |
100,68 |
100,68 |
100,68 |
100,68 |
100,68 |
100,68 |
20 000 |
21,03 |
2 |
OK0714 |
PL0000107009 |
98,86 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,16 |
103,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,80 |
95,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,24 |
105,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,04 |
93,95 |
94,04 |
94,04 |
93,92 |
93,92 |
93,97 |
175 000 |
164,45 |
12 |
PS0416 |
PL0000106340 |
103,77 |
103,66 |
103,77 |
103,77 |
103,60 |
103,62 |
103,73 |
95 000 |
102,25 |
6 |
OK0716 |
PL0000107926 |
92,50 |
92,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,36 |
103,21 |
103,35 |
103,35 |
103,26 |
103,26 |
103,30 |
60 000 |
62,78 |
4 |
PS0417 |
PL0000107058 |
103,41 |
103,03 |
103,35 |
103,35 |
103,03 |
103,05 |
103,22 |
190 000 |
203,17 |
12 |
DS1017 |
PL0000104543 |
106,03 |
104,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
99,70 |
98,40 |
99,70 |
99,75 |
99,04 |
99,05 |
99,57 |
600 000 |
614,98 |
43 |
PS0718 |
PL0000107595 |
94,30 |
93,61 |
94,30 |
94,40 |
93,50 |
93,50 |
94,19 |
410 000 |
391,61 |
35 |
DS1019 |
PL0000105441 |
106,90 |
106,15 |
106,90 |
106,90 |
106,05 |
106,05 |
106,49 |
290 000 |
313,26 |
29 |
DS1020 |
PL0000106126 |
105,44 |
104,71 |
105,27 |
105,31 |
104,60 |
104,60 |
104,94 |
50 000 |
53,20 |
5 |
DS1021 |
PL0000106670 |
108,17 |
106,58 |
108,30 |
108,30 |
107,25 |
107,25 |
107,70 |
205 000 |
224,09 |
19 |
WS0922 |
PL0000102646 |
108,60 |
107,45 |
108,40 |
108,72 |
107,48 |
107,50 |
108,19 |
477 500 |
526,67 |
40 |
DS1023 |
PL0000107264 |
95,60 |
94,40 |
95,40 |
95,69 |
94,40 |
94,40 |
95,23 |
1 087 500 |
1 047,79 |
89 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
109,50 |
106,95 |
109,88 |
110,28 |
108,00 |
108,00 |
109,32 |
120 000 |
136,57 |
11 |
WS0437 |
PL0000104857 |
103,00 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,30 |
104,85 |
105,00 |
105,30 |
104,85 |
104,85 |
105,08 |
295 000 |
402,53 |
21 |
IZ0823 |
PL0000105359 |
104,91 |
104,23 |
105,38 |
105,38 |
104,70 |
104,70 |
105,15 |
30 000 |
37,00 |
2 |
WZ0115 |
PL0000106480 |
100,00 |
100,01 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
25 000 |
25,02 |
1 |
WZ0117 |
PL0000106936 |
99,65 |
99,65 |
99,74 |
99,75 |
99,56 |
99,65 |
99,66 |
165 000 |
164,56 |
9 |
WZ0118 |
PL0000104717 |
99,25 |
99,19 |
99,25 |
99,25 |
99,25 |
99,25 |
99,25 |
35 000 |
34,76 |
2 |
WZ0119 |
PL0000107603 |
99,02 |
98,99 |
99,07 |
99,07 |
98,89 |
98,89 |
98,97 |
455 000 |
450,64 |
11 |
WZ0121 |
PL0000106068 |
97,62 |
97,50 |
97,78 |
97,78 |
97,60 |
97,60 |
97,75 |
30 000 |
29,35 |
2 |
WZ0124 |
PL0000107454 |
96,30 |
96,17 |
96,52 |
96,52 |
96,17 |
96,35 |
96,35 |
137 500 |
132,58 |
7 |
TOTAL |
4 952 500 |
5 138,31 |
362 |
Weighted average by volume
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0216 |
XS0242491230 |
106,15 |
106,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,20 |
109,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,80 |
119,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,70 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,50 |
113,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
Weighted average by volume
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,84 |
98,94 |
2,51 |
2,29 |
98,89 |
2,40 |
WZ0115 |
PL0000106480 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,07 |
103,24 |
2,89 |
2,75 |
103,16 |
2,82 |
OK0715 |
PL0000107405 |
95,74 |
95,92 |
3,01 |
2,88 |
95,83 |
2,94 |
DS1015 |
PL0000103602 |
105,19 |
105,38 |
3,09 |
2,98 |
105,29 |
3,03 |
OK0116 |
PL0000107587 |
93,99 |
94,13 |
3,19 |
3,11 |
94,06 |
3,15 |
PS0416 |
PL0000106340 |
103,68 |
103,86 |
3,24 |
3,16 |
103,77 |
3,20 |
IZ0816 |
PL0000103529 |
104,47 |
105,29 |
--- |
--- |
104,88 |
--- |
PS1016 |
PL0000106795 |
103,32 |
103,54 |
3,44 |
3,36 |
103,43 |
3,40 |
WZ0117 |
PL0000106936 |
99,56 |
99,78 |
--- |
--- |
99,67 |
--- |
PS0417 |
PL0000107058 |
103,34 |
103,58 |
3,62 |
3,55 |
103,46 |
3,58 |
DS1017 |
PL0000104543 |
105,15 |
105,41 |
3,73 |
3,66 |
105,28 |
3,70 |
WZ0118 |
PL0000104717 |
99,14 |
99,44 |
--- |
--- |
99,29 |
--- |
PS0418 |
PL0000107314 |
99,62 |
99,77 |
3,84 |
3,80 |
99,70 |
3,82 |
PS0718 |
PL0000107595 |
94,23 |
94,43 |
3,93 |
3,88 |
94,33 |
3,90 |
WZ0119 |
PL0000107603 |
98,94 |
99,14 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
106,79 |
106,97 |
4,14 |
4,10 |
106,88 |
4,12 |
DS1020 |
PL0000106126 |
105,38 |
105,70 |
4,30 |
4,25 |
105,54 |
4,28 |
WZ0121 |
PL0000106068 |
97,49 |
97,85 |
--- |
--- |
97,67 |
--- |
DS1021 |
PL0000106670 |
108,06 |
108,32 |
4,48 |
4,45 |
108,19 |
4,47 |
WS0922 |
PL0000102646 |
108,44 |
108,86 |
4,54 |
4,48 |
108,65 |
4,51 |
IZ0823 |
PL0000105359 |
104,65 |
105,59 |
--- |
--- |
105,12 |
--- |
DS1023 |
PL0000107264 |
95,43 |
95,70 |
4,59 |
4,55 |
95,57 |
4,57 |
WZ0124 |
PL0000107454 |
96,23 |
96,60 |
--- |
--- |
96,42 |
--- |
WS0429 |
PL0000105391 |
109,10 |
111,67 |
4,88 |
4,66 |
110,39 |
4,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,83 |
98,95 |
2,53 |
2,27 |
98,89 |
2,40 |
WZ0115 |
PL0000106480 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,11 |
103,22 |
2,86 |
2,77 |
103,17 |
2,81 |
OK0715 |
PL0000107405 |
95,69 |
95,87 |
3,05 |
2,91 |
95,78 |
2,98 |
DS1015 |
PL0000103602 |
105,16 |
105,34 |
3,11 |
3,00 |
105,25 |
3,05 |
OK0116 |
PL0000107587 |
93,90 |
94,03 |
3,24 |
3,17 |
93,97 |
3,20 |
PS0416 |
PL0000106340 |
103,56 |
103,71 |
3,30 |
3,23 |
103,64 |
3,26 |
IZ0816 |
PL0000103529 |
104,20 |
104,98 |
--- |
--- |
104,59 |
--- |
PS1016 |
PL0000106795 |
103,19 |
103,34 |
3,49 |
3,43 |
103,27 |
3,46 |
WZ0117 |
PL0000106936 |
99,56 |
99,76 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
102,99 |
103,20 |
3,74 |
3,67 |
103,10 |
3,70 |
DS1017 |
PL0000104543 |
104,60 |
104,83 |
3,89 |
3,82 |
104,72 |
3,86 |
WZ0118 |
PL0000104717 |
99,16 |
99,41 |
--- |
--- |
99,29 |
--- |
PS0418 |
PL0000107314 |
98,92 |
99,20 |
4,03 |
3,95 |
99,06 |
3,99 |
PS0718 |
PL0000107595 |
93,49 |
93,75 |
4,12 |
4,05 |
93,62 |
4,09 |
WZ0119 |
PL0000107603 |
98,84 |
99,07 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
106,08 |
106,33 |
4,27 |
4,22 |
106,21 |
4,25 |
DS1020 |
PL0000106126 |
104,65 |
104,98 |
4,43 |
4,37 |
104,82 |
4,40 |
WZ0121 |
PL0000106068 |
97,29 |
97,68 |
--- |
--- |
97,49 |
--- |
DS1021 |
PL0000106670 |
107,31 |
107,68 |
4,60 |
4,54 |
107,50 |
4,57 |
WS0922 |
PL0000102646 |
107,51 |
107,85 |
4,67 |
4,62 |
107,68 |
4,64 |
IZ0823 |
PL0000105359 |
103,56 |
104,56 |
--- |
--- |
104,06 |
--- |
DS1023 |
PL0000107264 |
94,49 |
94,87 |
4,71 |
4,66 |
94,68 |
4,69 |
WZ0124 |
PL0000107454 |
96,04 |
96,43 |
--- |
--- |
96,24 |
--- |
WS0429 |
PL0000105391 |
107,59 |
109,69 |
5,02 |
4,83 |
108,64 |
4,92 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
15 |
PS0418 |
PL0000107314 |
0/4 |
4 |
2,200 |
2,200 |
2,200 |
40 |
OK0116 |
PL0000107587 |
0/4 |
4 |
2,200 |
2,200 |
2,200 |
40 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
50 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
260 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
2,300 |
2,300 |
2,300 |
45 |
WZ0119 |
PL0000107603 |
3/10 |
7 |
2,300 |
2,300 |
2,300 |
90 |
TOTAL |
540 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,400 |
2,450 |
2,425 |
1 200 |
TOTAL |
1 200 |